Market Data Enhancements for CME Globex
CME Group will introduce a number of market data enhancements. These enhancements include:

Market Status of Halted Instruments

Market Data Improvements

Configuration File Standardization

New FIX Tags and Statistic Reset Changes

Market Status of Halted Instruments
Effective this Sunday, August 25 (trade date Monday, August 26) CME Group will be enhancing the FIX/FAST market data messaging for the following markets to accurately reflect market status of halted contracts.

Market Status of Halted Instruments

MDP Channel

Channel Name

29

DME Options

35

NYMEX Globex Crude & Crude Refined Options

36

NYMEX Globex Nat Gas & other Non-Crude Energy Options

37

NYMEX Globex Metals, Softs, & Alternative Market Options

38

COMEX Globex Options

112

CBOT Globex Commodity Options

114

CBOT Globex Equity Index Options

116

CBOT Globex Interest Rate Options

119

MGEX Globex Options

121

KCBT Globex Options

During Sunday start-up and in the event of a book reset, in addition to the product group status message, the FIX/FAST Security Status message will be sent for individual products in a halted state with the following values: tag 35-MsgType=f, tag 326-SecurityTradingStatus=2 (tags 327-HaltReason and 1174-SecurityTradingEvent are not sent).

Market Data Improvements
CME Globex is implementing architecture improvements that will impact market data bandwidth on implied futures channels. This release is expected to reduce overall latency, particularly in implied channels. In internal testing, these enhancements yielded up to a 60% increase in bandwidth utilization during peak periods on implied channels resulting in an overall increase of up to 15% increase across the Market Data Platform.

There will be no changes to FIX/FAST messaging or functionality.

The launch will be phased in over four weeks across the Market Data Platform.

Configuration File Standardization
Effective this Sunday, August 25, CME Group will standardize the Channel ID Labels within the config.xml from the CME Group FTP site. A new config.xml will be available for customer download in production starting Sunday, August 25.

Please Note: CME Group recommends customer systems download the config.xml from the CME Group ftp site every week, prior to Sunday startup.

The new config.xml is currently available in New Release for customer testing.

New FIX Tags and Statistic Reset Changes
Starting on Sunday, August 25 (trade date Monday, August 26), introduce the following new FIX tags and changes to Trading Statistic Reset:

New FIX tags

1003-TradeID will be sent on Market Data Incremental Refresh Messages (tag 35-MsgType=X) for Trades (tag 269-MDEntryType=2)

tag 1300-MarketSegmentID will be sent on the Security Definition message (tag 35-MsgType=d)

Identifies the market segment.

Populated for all CME Globex instruments.

Changes to Trading Statistic Reset

Security Status (tag 35-MsgType=f) Message will be sent with the following tags prior to or during the Pre-Open Session.

Tag 326-SecurityTradingStatus=Any Valid Value

Tag 1174-SecurityTradingEvent=4

This launch will be phased in on the following schedule:

August 25

NYMEX Metals, Softs, and Alternative Markets

COMEX futures

September 8

All other markets listed on CME Globex

These enhancements are currently available for customer testing in New Release.

Please Note: The template files that were implemented on March 3, 2013 must be utilized when these new enhancements are implemented. New template ids '140 through 147' will be used for these enhancements.

These enhancements will optimize the allocation process for match events in implied markets.

In internal testing, these enhancements resulted in reduced iLink round trip time (RTT) variability for large match events in Pro-Rata and K-Algo markets.

If you have any questions, please contact the CME Global Command Center in the U.S. at +1 312 456 2391, in Europe at +44 20 7623 4708 or in Asia at +65 6223 1357.

Source IP Changes for MexDer on the Market Data Platform
The source IP changes for MexDer on the Market Data Platform, scheduled for this Sunday, August 25, have been postponed. The new production launch date will be announced via the CME Globex and Market Data Notices.

CME Group will be changing the multicast source IPs for the MexDer Mercado Mexicano de Derivados (MexDer) market data channels. If a firewall or network device is configured with the source IP information, please correct your configuration to use the entire range of eligible addresses. Port, multicast addresses, and source IPs for MexDer Market Data Platform are available in the config.xml file on the FTP site.

As a reminder, CME Group does not recommend restricting data flow via the source IPs, as these may change without notice.

If you have any questions or concerns, please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 20 3379 3754 or in Asia at +65 6593 5505. If you experience any connectivity issues, CME Global Command Center in the U.S. at +1 312 456 2391, in Europe at +44 20 7623 4708 or in Asia at +65 6223 1357.

Inter-Exchange Spread Channel Decommission
Effective this Sunday, August 25 (trade date Monday, August 26), the inter-exchange spreads market data channel (channel 801) will be decommissioned. The spreads’ market data instruments will be disseminated on the channel of the first leg. The market data for the legs will continue to be sent on the respective outright channels.

A new config.xml will be available for customer download in production starting this Sunday, August 25. The new config.xml includes the removal of MDP channel 801 and modifications to Channel ID Labels.

Inter-Exchange Spreads

Spread

tag1151-SecurityGroup

tag 55-Symbol

tag 207-SecurityExchange

First Leg MDP Channel

NYMEX Brent 25-Day (Platts) vs. DME Oman Crude

NBZ

BD

NYUM

30

NYMEX Brent 25-Day (Platts) vs. DME Oman Crude Oil Financial

NBZ

BD

NYUM

30

NYMEX Brent Last Day Oil vs. DME Crude Oil

BZ

BD

NYUM

30

NYMEX Brent Last Day vs. DME Oman Crude Oil Financial

BZ

BD

NYUM

30

NYMEX Sweet Crude Oil vs. DME Oman Crude Oil

CL

WD

NYUM

30

NYMEX Light Sweet Crude Oil vs. DME Crude Oil

CL

WD

NYUM

30

MGEX Wheat vs. CBOT Wheat

MWE

MB

MGCB

118

MGEX Wheat vs. KCBT Wheat

MWE

MK

MGKB

118

KCBT Wheat vs. CBOT Wheat

KE

KB

KBCB

120

The market data for the legs will continue to be sent on the respective outright market data platform channels.

These changes are currently available in New Release for customer testing.

Changes to ITC Category Code C Messages
Effective Monday, September 9, the following ITC 2.1Category Code C messages will be disseminated at approximately 5 p.m. Central Time (CT) for NYMEX and COMEX products via MDP channel 244 and 245. Currently, these messages are disseminated at approximately 4:35 p.m. (CT).

Category C: Control Messages

Type Code D=Start of official transmissions

Type Code I = End of official transmissions

Fee Code Change for Several Dow Jones Indices
Effective Sunday, September 15, the fee code will change for several Dow Jones Indices from XD=Dow Jones Fee Liable Indices to XW=All Fee Waived Indices. With this change, these indices will migrate to the streamlined FIX/FAST Market Data Platform S&P Channel 150.

The fee code will be defined in the Security Definition message (tag 35-MsgType=d) in the Attribute Type Repeating group in tags 871=119 and 872=XW.

Please note: The indices naming convention and the Security Exchange will not be impacted by this change.

New CME Globex Market Data Protocol
CME Group is introducing Market Data Platform (MDP) 3.0, a low latency and direct data access solution designed to improve customers’ ability to process and act on real-time price information. The protocol will launch on new production parallel channels beginning in Q4 2013.

A new MDP 3.0 certification suite will be available in AutoCert+ in Q3 2013. Customer systems receiving market data via CME Globex must complete this mandatory certification.

MDP 3.0 functional specification is now available online. The functional specification provides the complete MDP 3.0 functionality details, whereas the client impact assessment outlines the differences in functionality between FIX/FAST and MDP 3.0.

MDP 3.0 will be available in New Release for customer testing in Q3 2013. Further information on the deployment plan and timing for all customer-facing environments will be published in upcoming CME Globex and Market Data Notices.

Test versions of MDP 3.0 template and PCAP (Packet Capture) test files will be available online starting Monday, August 12. The PCAP files will contain sample MDP 3.0 packets of various types in binary format.

Please contact your Global Account Manager with any questions or concerns at 312-634-8700, in Europe at 44-20-3379-3754 or in Asia at +65 6593 5505 for additional information.

New Functionality

CME Europe on CME Globex
Effective Sunday, September 8 (trade date Monday, September 9), CME Europe markets will be available via CME Globex for iLink order routing and market data, pending regulatory approval. Only non-US customers are eligible to trade on CME Europe. Eligible customers who would like to trade CME Europe products must establish all appropriate agreements and accounts to be authorised to trade CME Europe products and clear through CME Clearing Europe.

Iron Ore 62% Fe, CFR China (TSI) Futures Listing Cycle Expansion
Effective this Sunday, August 25 (trade date Monday, August 26) the listing cycle for the Iron Ore 62% Fe, CFR China (TSI) futures (tag 1151-SecruityGroup=TIO, tag 55-Symbol=ST) will be expanded to list the current year plus the next two calendar years. Currently, only 12 consecutive maturities are listed.

With this change, quarterly and calendars strips will be listed for trading on CME Globex.

These changes are currently available in New Release for customer testing.

Short-Dated Wheat Options Listing Schedule
Effective this Sunday, August 25 (trade date Monday, August 26), the listing schedule for Wheat -Short-Dated options (tag1151-SecurityGroup=OWD, tag 55-Symbol=OW) will be modified to list the March, May and December maturities on first business day following the expiration of the September maturity in the same calendar year. Currently, the listing schedule is list the March, May and December maturities on the first business day in September.

With this change, the December 2013, March 2014 and May 2014 maturities will be available for trading on CME Globex starting Sunday, August 25 (trade date Monday, August 26).

These changes are currently available in New Release for customer testing.

Short-Dated Corn and Soybean Options Listing Cycle Expansion
Effective this Sunday, August 25 (trade date Monday, August 26), the listing cycle for Corn and Soybeans Short-Dated options will be expanded by adding the March maturity on CME Globex.

Short-Dated Corn and Soybean Options Listing Cycle Expansion

Option

tag 1151-SecurityGroup

tag 55-Symbol

Short-dated Corn Options

OCD

OC

Short-dated Soybean Options

OSD

SQ

With this change, the March, May, July and September maturities will be available for trading starting the first business day following the expiration of the September maturity in the previous year.

These changes are currently available in New Release for customer testing.

FIX tag 1147-UnitofMeasureQty Change for Energy Futures
Effective this Sunday, August 25 (trade date Monday, August 26), the values in FIX tag 1147 UnitOfMeasureQty will be modified for the following energy futures:

FIX tag 1147-UnitofMeasureQty Change for Energy Futures

Futures

tag 1151-SecurityGroup

tag 55-Symbol

Current tag 1147-UnitofMeasureQty

New tag 1147-UnitofMeasureQtyl

PJM Western Hub Real-Time Peak Calendar-Day 2.5 MW Futures

JDL

PW

40

80

PJM Northern Illinois Hub Real-Time Peak Calendar-Day 2.5 MW Futures

UDL

PW

40

80

PJM AEP Dayton Hub Real-Time Peak Calendar-Day 2.5 MW Futures

VDL

PW

40

80

NYISO Zone G Day-Ahead Peak Calendar-Day 2.5 MW Futures

GNL

PW

40

80

These changes are currently available in New Release for customer testing.

These contracts are listed with, and subject to, the rules and regulations of NYMEX.

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.